benderscut_feasalt.h

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/**@file   benderscut_feasalt.h
 * @ingroup BENDERSCUTS
 * @brief  Alternative feasibility cuts for Benders' decomposition
 * @author Stephen J. Maher
 *
 * The alternative feasibility cut for Benders' decomposition uses the optimality cut generation code to generate a cut
 * that minimises the violation of the constraints.
 * Consider the linear Benders' decomposition subproblem that takes the master problem solution \f$\bar{x}\f$ as input:
 * \f[
 * z(\bar{x}) = \min\{d^{T}y : Ty \geq h - H\bar{x}, y \geq 0\}
 * \f]
 * If the subproblem is infeasible as a result of the solution \f$\bar{x}\f$, then some of the constraints are violated.
 * In this case, we define an alternative/auxiliary subproblem to find a solution that minimises the constraint
 * violations. Such a problem is given by
 * \f[
 * \min\{\mathbb{1}{T}v : Ty + v \geq h - H\bar{x}, y \geq 0, v \geq 0\}
 * \f]
 *
 * This auxiliary problem is guaranteed to always be feasible. Given a solution to this problem, it is possible to
 * generate a classical Benders' optimality cut. For such a cut, the reader is referred to \ref benderscut_opt.h.
 *
 * If the Benders' decomposition subproblem contains non-linear constraints, an equivalent auxiliary subproblem can be
 * formed to generate an alternative feasibility cut.
 */
 
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#ifndef __SCIP_BENDERSCUT_FEASALT_H__
#define __SCIP_BENDERSCUT_FEASALT_H__
 
 
#include "scip/def.h"
#include "scip/type_benders.h"
#include "scip/type_retcode.h"
#include "scip/type_scip.h"
 
#ifdef __cplusplus
extern "C" {
#endif
 
/** creates the Alternative Feasibility Benders' decomposition cuts and includes it in SCIP
 *
 *  @ingroup BenderscutIncludes
 */
SCIP_EXPORT
SCIP_RETCODE SCIPincludeBenderscutFeasalt(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_BENDERS*         benders             /**< Benders' decomposition */
   );
 
#ifdef __cplusplus
}
#endif
 
#endif